+40.4%
MSTR vs VUG
+62.0%
-21.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -0.5% |
| 7D | -13.4% | +2.5% | -15.9% | -18.3% |
| 30D | -22.1% | -6.3% | -15.8% | -10.0% |
| 3M | +15.0% | -6.0% | +21.0% | +33.9% |
| 6M | -37.3% | -3.5% | -33.8% | -30.4% |
| YTD | -26.5% | +3.9% | -30.5% | -29.0% |
| 1Y | -46.5% | +5.1% | -51.6% | -49.7% |
| 3Y | +121.1% | +77.9% | +43.2% | -30.8% |
| All | +40.4% | +62.0% | -21.6% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling